NYMEX Natural Gas Future March 2021


Trading Metrics calculated at close of trading on 14-Dec-2020
Day Change Summary
Previous Current
11-Dec-2020 14-Dec-2020 Change Change % Previous Week
Open 2.576 2.649 0.073 2.8% 2.439
High 2.621 2.695 0.074 2.8% 2.621
Low 2.538 2.600 0.062 2.4% 2.387
Close 2.597 2.660 0.063 2.4% 2.597
Range 0.083 0.095 0.012 14.5% 0.234
ATR 0.129 0.127 -0.002 -1.7% 0.000
Volume 92,609 55,453 -37,156 -40.1% 502,156
Daily Pivots for day following 14-Dec-2020
Classic Woodie Camarilla DeMark
R4 2.937 2.893 2.712
R3 2.842 2.798 2.686
R2 2.747 2.747 2.677
R1 2.703 2.703 2.669 2.725
PP 2.652 2.652 2.652 2.663
S1 2.608 2.608 2.651 2.630
S2 2.557 2.557 2.643
S3 2.462 2.513 2.634
S4 2.367 2.418 2.608
Weekly Pivots for week ending 11-Dec-2020
Classic Woodie Camarilla DeMark
R4 3.237 3.151 2.726
R3 3.003 2.917 2.661
R2 2.769 2.769 2.640
R1 2.683 2.683 2.618 2.726
PP 2.535 2.535 2.535 2.557
S1 2.449 2.449 2.576 2.492
S2 2.301 2.301 2.554
S3 2.067 2.215 2.533
S4 1.833 1.981 2.468
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.695 2.393 0.302 11.4% 0.112 4.2% 88% True False 90,689
10 2.881 2.387 0.494 18.6% 0.134 5.0% 55% False False 79,669
20 2.920 2.387 0.533 20.0% 0.123 4.6% 51% False False 63,033
40 3.320 2.387 0.933 35.1% 0.114 4.3% 29% False False 50,547
60 3.320 2.387 0.933 35.1% 0.108 4.1% 29% False False 45,033
80 3.320 2.387 0.933 35.1% 0.098 3.7% 29% False False 39,107
100 3.320 2.387 0.933 35.1% 0.091 3.4% 29% False False 34,212
120 3.320 2.387 0.933 35.1% 0.084 3.1% 29% False False 30,305
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.034
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.099
2.618 2.944
1.618 2.849
1.000 2.790
0.618 2.754
HIGH 2.695
0.618 2.659
0.500 2.648
0.382 2.636
LOW 2.600
0.618 2.541
1.000 2.505
1.618 2.446
2.618 2.351
4.250 2.196
Fisher Pivots for day following 14-Dec-2020
Pivot 1 day 3 day
R1 2.656 2.624
PP 2.652 2.587
S1 2.648 2.551

These figures are updated between 7pm and 10pm EST after a trading day.

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